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ETFs

Alpha Architect 1-3 Month Box ETF

BOXX
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Dec 28, 2022
Expense Ratio
0.19%
Type
US Bonds
Fund Owner
Alpha Architect
Volume (1m avg. daily)
$6,031,672
AUM
$436,765,780
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

—
SPX 12/15/2023 5000.01 P
17.32%
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CBOE S&P PUT OPT 01/24 5000
16.34%
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CBOE S&P PUT OPT 12/23 5000
14.91%
—
SPX 01/19/2024 5000.01 P
13.86%
—
CBOE S&P CLL OPT 01/24 4000
11.49%
—
SPX 12/15/2023 4000.01 C
10.81%
—
SPX 01/19/2024 4000.01 C
9.75%
—
CBOE S&P CLL OPT 12/23 4000
9.31%
—
MELI 10/27/2023 1346.17 P
6.41%
—
MELI 10/27/2023 1331.17 C
2.49%
Invest with BOXX
Trade BOXX Options

What is BOXX?

Alpha Architect 1-3 Month Box ETF (the "Fund") is an actively managed exchange-traded fund ("ETF") whose investment objective is to provide investment results that, before fees and expenses, equal or exceed the price and yield performance of an investment that tracks the 1-3 month sector of the United States Treasury Bill market. To do so, the principal investment strategy of the Fund will be to utilize an exchange-listed options strategy called a box spread ("Box Spread"). In order to accomplish its investment goals, the Fund may utilize either standard exchange-listed options or FLexible EXchange Options ("FLEX Options") or a combination of both.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

BOXX
Performance Measures**

for the time period Dec 28, 2022 to Dec 4, 2025

Returns

1M Trailing Return: 0.4%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 1.0%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -0.1%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 0.4%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 12.84

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 42.00

The annualized return divided by the max drawdown for the selected time period.

ETFs related toBOXX

ETFs correlated to BOXX include BILS, GBIL, XHLF

BOXX
EA Series Trust - Alpha Architect 1-3 Month Box ETF
BILS
SPDR Series Trust - SPDR Bloomberg 3-12 Month T-Bill ETF
GBIL
Goldman Sachs ETF Trust - Goldman Sachs Access Treasury 0-1 Year ETF
XHLF
BondBloxx ETF Trust - BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
XBIL
Rbb Fund Inc - US Treasury 6 Month Bill ETF
TBLL
Invesco Capital Management LLC - Invesco Short Term Treasury ETF
SHV
BlackRock Institutional Trust Company N.A. - iShares Short Treasury Bond ETF
OBIL
Rbb Fund Inc - US Treasury 12 Month Bill ETF
PFIX
Simplify Exchange Traded Funds - Simplify Interest Rate Hedge ETF
XONE
BondBloxx ETF Trust - BondBloxx Bloomberg One Year Target Duration US Treasury ETF
IBTE
iShares Trust - iShares iBonds Dec 2024 Term Treasury ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toBOXX

[COMPLEX] Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free - Longer Backtest

Category

Leveraged ETFs, tactical allocation, risk-on/risk-off, momentum + mean reversion, volatility-aware

OOS Cumulative Return

161.86%

Kearsarge - 13% Threshold + v4 Pops + Commodity Momentum (#COMMO)

Category

Tactical allocation, Momentum and mean reversion, Volatility hedging, Leveraged ETFs, Multi-asset, Defensive overlays

OOS Cumulative Return

60.6%

Create your own algorithmic trading strategy with BOXX using Composer

FAQ

BOXX is a US Bonds ETF. Alpha Architect 1-3 Month Box ETF (the "Fund") is an actively managed exchange-traded fund ("ETF") whose investment objective is to provide investment results that, before fees and expenses, equal or exceed the price and yield performance of an investment that tracks the 1-3 month sector of the United States Treasury Bill market. To do so, the principal investment strategy of the Fund will be to utilize an exchange-listed options strategy called a box spread ("Box Spread"). In order to accomplish its investment goals, the Fund may utilize either standard exchange-listed options or FLexible EXchange Options ("FLEX Options") or a combination of both.

Yes, BOXX is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, BOXX is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on BOXX is 0.0038%. This is the percent change in the value of BOXX over the most recent 1-month period. The 3-month return on BOXX is 0.0127%. This is the percent change in the value of BOXX over the most recent 3-month period.

ETFs similar to BOXX include SHY, BIL, and TLT.

ETFs correlated to BOXX include BILS, GBIL, and XHLF.

ETFs that are inversely correlated to BOXX include JPLD, JMHI, and PYLD.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.